id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
cord-034832-uvjjmt1p	Shi, Yong	The Evolution Characteristics of Systemic Risk in China’s Stock Market Based on a Dynamic Complex Network	2020-06-02		.txt	text/plain	6817	307	53	title: The Evolution Characteristics of Systemic Risk in China's Stock Market Based on a Dynamic Complex Network Therefore, based on the daily return of all a-shares in China, this paper constructs a dynamic complex network of individual stocks, and represents the systemic risk of the market using the average weighting degree, as well as the adjusted structural entropy, of the network. In order to eliminate the influence of disturbance factors, empirical mode decomposition (EMD) and grey relational analysis (GRA) are used to decompose and reconstruct the sequences to obtain the evolution trend and periodic fluctuation of systemic risk. On the basis of the data of all a-shares in China, this paper constructs a dynamic complex network of stock correlation, and the change of average weight as well as adjusted structural entropy of the network are used to measure the evolution of systemic risk in China's stock market.	./cache/cord-034832-uvjjmt1p.txt	./txt/cord-034832-uvjjmt1p.txt